C++ Market Data Engineer (USA)

Trexquant is seeking a C++ Market Data Engineer to design and build ultra-low-latency feed handlers for premier vendor feeds and major exchange multicast feeds.

Requirements

• BS/MS/PhD in Computer Science, Electrical Engineering, or related field
• 3+ years of professional C++ (14,17,20) development experience focused on low-latency, high-throughput systems
• Proven track record building or maintaining real-time market-data feeds (e.g., Refinitiv RTS/TREP, Bloomberg B-PIPE, OPRA, CME MDP, ITCH)
• Strong grasp of concurrency, lock-free algorithms, memory-model semantics, and compiler optimizations
• Familiarity with serialization formats (FAST, SBE, Protocol Buffers) and time-series databases or in-memory caches
• Comfort with scripting in Python for prototyping, testing, and ops automation
• Excellent problem-solving skills, ownership mindset, and ability to thrive in a fast-paced trading environment
• Familiarity with containerization (Docker/K8s) and public-cloud networking (AWS, GCP)

Benefits

• Competitive salary, plus bonus based on individual and company performance
• Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets
• PPO Health, dental and vision insurance premiums fully covered for you and your dependents
• Pre-Tax Commuter Benefits